2.75Open3.81Pre Close103 Volume118 Open Interest72.50Strike Price20.88KTurnover56.88%IV3.56%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry2.25Extrinsic Value100Contract SizeAmericanOptions Type0.4933Delta0.0775Gamma37.50Leverage Ratio-0.1915Theta0.0053Rho18.50Eff Leverage0.0361Vega